Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables
Zbigniew J. Jurek · Theory of Probability and Its Applications · 2022
We identify the background driving distribution functions (BDDF) for self-decomposable distributions (random variables). For log-gamma variables and their background driving variables, we find their series representations. An innovation variable for Bessel-K distribution is given as a compound Poisson variable.